The Fourier-Malliavin volatility (FMVol) Matlab\(^{\circledR}\) library (Q6993023)
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scientific article; zbMATH DE number 8031264
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| English | The Fourier-Malliavin volatility (FMVol) Matlab\(^{\circledR}\) library |
scientific article; zbMATH DE number 8031264 |
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The Fourier-Malliavin volatility (FMVol) Matlab\(^{\circledR}\) library (English)
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25 April 2025
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nonparametric estimation
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Fourier analysis
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volatility
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quarticity
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volatility of volatility
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leverage
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